- Stoch. Syst.
- Volume 7, Number 2 (2017), 263-288.
An Ergodic Control Problem for Many-Server Multiclass Queueing Systems with Cross-Trained Servers
A Markovian queueing network is considered with d independent customer classes and d server pools in Halfin–Whitt regime. Class i customers has priority for service in pool i for i = 1, …, d, and may access some other pool if the pool has an idle server and all the servers in pool i are busy. We formulate an ergodic control problem where the running cost is given by a non-negative convex function with polynomial growth. We show that the limiting controlled diffusion is modelled by an action space which depends on the state variable. We provide a complete analysis for the limiting ergodic control problem and establish asymptotic convergence of the value functions for the queueing model.
Stoch. Syst., Volume 7, Number 2 (2017), 263-288.
Received: December 2015
Accepted: July 2017
First available in Project Euclid: 24 February 2018
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
multi-class Markovian queues reneging/abandonment Halfin-Whitt (QED) regime heavy-traffic long time-average control scheduling control stable Markov optimal control Hamilton-Jacobi-Bellman equation asymptotic optimality
Biswas, Anup. An Ergodic Control Problem for Many-Server Multiclass Queueing Systems with Cross-Trained Servers. Stoch. Syst. 7 (2017), no. 2, 263--288. doi:10.1287/stsy.2017.0002. https://projecteuclid.org/euclid.ssy/1519441214